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libflame
revision_anchor
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Functions | |
| FLA_Error | FLA_Bsvd_ext (FLA_Uplo uplo, FLA_Obj d, FLA_Obj e, FLA_Obj G, FLA_Obj H, FLA_Svd_type jobu, FLA_Obj U, FLA_Svd_type jobv, FLA_Obj V, FLA_Bool apply_Uh2C, FLA_Obj C) |
| FLA_Error FLA_Bsvd_ext | ( | FLA_Uplo | uplo, |
| FLA_Obj | d, | ||
| FLA_Obj | e, | ||
| FLA_Obj | G, | ||
| FLA_Obj | H, | ||
| FLA_Svd_type | jobu, | ||
| FLA_Obj | U, | ||
| FLA_Svd_type | jobv, | ||
| FLA_Obj | V, | ||
| FLA_Bool | apply_Uh2C, | ||
| FLA_Obj | C | ||
| ) |
References FLA_Bsvd_ext_check(), FLA_Bsvd_ext_opt_var1(), FLA_Check_error_level(), FLA_Obj_vector_dim(), and FLA_Part_1x2().
{
FLA_Error r_val = FLA_SUCCESS;
dim_t n_iter_max = 30;
dim_t b_alg = 512;
dim_t m_d = FLA_Obj_vector_dim( d );
FLA_Obj W;
// Check parameters.
if ( FLA_Check_error_level() >= FLA_MIN_ERROR_CHECKING )
FLA_Bsvd_ext_check( uplo, d, e, G, H, jobu, U, jobv, V, apply_Uh2C, C );
// Partition U and V properly to account for the diagonal dimension.
if ( jobu == FLA_SVD_VECTORS_MIN_COPY ||
jobu == FLA_SVD_VECTORS_MIN_OVERWRITE )
FLA_Part_1x2( U, &U, &W, m_d, FLA_LEFT );
if ( jobv == FLA_SVD_VECTORS_MIN_COPY ||
jobv == FLA_SVD_VECTORS_MIN_OVERWRITE )
FLA_Part_1x2( V, &V, &W, m_d, FLA_LEFT );
// when uplo is lower triangular, swap U and V.
if ( uplo == FLA_LOWER_TRIANGULAR )
exchange( U, V, W );
// [ U1 d e V1 ] = Bidiag( A );
// [ U2 d V2 ] = Bsvd( diag( d ) + subdiag( uplo, e ) );
// Then,
// A = U1 U2 d V2^H V1^H;
// solving AX = C, it would be convenient that
// d (V1 V2)^H = apply(U2^H) apply(U1^H) C
// Here apply(.) is implicitly made and (V1 V2)^H is explicitly overwritten on the A.
// So, apply_Uh2C is a memory efficient way to solve a system of equations.
r_val = FLA_Bsvd_ext_opt_var1( n_iter_max,
d, e, G, H,
jobu, U, jobv, V,
apply_Uh2C, C,
b_alg );
return r_val;
}
1.7.6.1